The risk-weights in the New Basel Capital Accord: Lessons from bond spreads based on a simple structural model
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- Gordy, Michael B., 2003.
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- Altman, Edward I. & Saunders, Anthony, 2001. "An analysis and critique of the BIS proposal on capital adequacy and ratings," Journal of Banking & Finance, Elsevier, vol. 25(1), pages 25-46, January.
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